Close residual options when premium recovers above configurable threshold.

Co-authored-by: Cursor <cursoragent@cursor.com>

frontend/src/pages/Settings.tsx

@@ -85,6 +85,7 @@ export default function SettingsPage() {
   const [fixedDirOn, setFixedDirOn] = useState(false);
   const [fixedPerpSide, setFixedPerpSide] = useState<"long" | "short">("long");
   const [closeDevPct, setCloseDevPct] = useState(30);
+  const [residualMinPremPct, setResidualMinPremPct] = useState(20);
   const [perpQty, setPerpQty] = useState(1);
   const [optQty, setOptQty] = useState(2);
   const [showManualTrade, setShowManualTrade] = useState(false);
@@ -196,6 +197,7 @@ export default function SettingsPage() {
         setFixedDirOn(s.fixed_direction_enabled === true);
         setFixedPerpSide(s.fixed_perp_side === "short" ? "short" : "long");
         setCloseDevPct(s.close_bid_mark_max_pct ?? 30);
+        setResidualMinPremPct(s.residual_min_premium_pct ?? 20);
         setPerpQty(s.perp_qty_eth ?? 1);
         setOptQty(s.option_qty_eth ?? 2);
         setShowManualTrade(s.show_manual_trade_buttons === true);
@@ -362,6 +364,7 @@ export default function SettingsPage() {
         fixed_direction_enabled: fixedDirOn,
         fixed_perp_side: fixedPerpSide,
         close_bid_mark_max_pct: closeDevPct,
+        residual_min_premium_pct: residualMinPremPct,
         show_manual_trade_buttons: showManualTrade,
         sizing_mode: sizingMode,
         risk_leverage_basis: riskLeverageBasis,
@@ -1160,6 +1163,23 @@ export default function SettingsPage() {
                       onChange={(e) => setCloseDevPct(Number(e.target.value))}
                     />
                   </div>
+                  <div className="field">
+                    <label htmlFor="residualPrem">
+                      残留期权回收：当前权利金 / 初始权利金 ≥（%）
+                    </label>
+                    <input
+                      id="residualPrem"
+                      className="mono"
+                      type="number"
+                      step="1"
+                      min="1"
+                      max="100"
+                      value={residualMinPremPct}
+                      onChange={(e) =>
+                        setResidualMinPremPct(Number(e.target.value))
+                      }
+                    />
+                  </div>
                 </div>
               </section>
             ) : null}
@@ -1297,10 +1317,16 @@ export default function SettingsPage() {
                   </>
                 ) : null}
                 {stratSub === "exit" ? (
-                  <li>
-                    平仓买一/标记最大偏差：主要用于 SIM
-                    流动性闸门；LIVE 以交易所能否成交为准。
-                  </li>
+                  <>
+                    <li>
+                      平仓买一/标记最大偏差：主要用于 SIM
+                      流动性闸门；LIVE 以交易所能否成交为准。
+                    </li>
+                    <li>
+                      残留期权回收比例：只平永续后，当买一权利金回升到初始权利金的该比例及以上时，才尝试中途卖掉归档期权；默认
+                      20%。未达标则等到期按内在价值结算。
+                    </li>
+                  </>
                 ) : null}
                 {stratSub === "pace" ? (
                   <>